How do I create a physics interaction followed by an explosion (that continues the physics)?
From OP is not clear if Explosion Modifier is requirement or you just went the way you know.

version Fracture Modifier
Primarily designed for this was Fracture Modifier (non destructive), but it is not included in recent official experimental builds. One build I found in early 2.80 version on Graphical.org so you can check.

In this example

Rigid Body set to all three objects (as you did)
Sphere increased to 10 kg
Cube - Fracture Physics Properties enabled Constraints with Breaking lowered to 0,5

With additional setup you can achieve explosion effect as well.


version Cell Fracture
Similarly you can achieve it with destructive way Cell Fracture add-on to generate shards + add Rigid Body, but with more manual setup. Destructive means - once generated you would have to care about a bunch of objects (sure they can be placed in one collection). In this example they are generated from Particle system, but you can use GreacePencil to draw breaks in your style.

In this example

add Particle System to Cube (Emit from Volume)
search for Cell Fracture (after you enable it User Preferences &gt; Add-ons of course (usually useful to set some low Margin like 0.001, that creates gaps between shards so its more stable in later Rigid Body sim.)
Move Shards to Collection so its easier to manipulate with them or parent them to Empty
select Shards (with one active) and search for Rigid Body &gt; Add Active
for explosion you don't need Constraints between shards, so I just animated Dynamic checkbox by keyframes (OFF/ON) on frame 45 under Physics Properties &gt; Rigid Body &gt; Settings panel (I just could not find how to do for all shards at once ... hm)
to let shards explode I used another Icosphere in center of shards as Collider Rigid Body – Static with animated Scale (and disable from visibility)


Note: When Cell Fracture was in golden age of 2.79 there was an another add-on Constraint Builder that generates connections between shards with breakability. But I didnt find any similar for 2.8x